The saving and investment nexus for China: evidence from cointegration tests

By Paresh Kumar Narayan. 2005

3,721 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bbff7feffa1474deec4f20e24b21078ff3cd331d

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Citations in the corpus

Empirical evidence on the resource curse hypothesis in oil abundant economy (2014, methodology): “Therefore, due to this reason we have used lower and upper critical bounds generated by Narayan (2005).”
Dynamics of technological innovation, energy consumption, energy price and economic growth in Denmark (2018, methodology): “of the model used; (ii) the approach by Johansen and Juselius, a technique which remains statistically significant regardless whether the variables are I(0) or (I(1) or mutually co-integrated, which typically explains the position that it might not be necessary for a unit root test; (iii) additional”
Does financial development intensify energy consumption in Saudi Arabia (2017, methodology): “We use both lower and upper critical bounds values from Narayan (2005) to effectively make decision whether cointegration exists or not among the series.”
Renewable Energy and Economic Growth: Evidence from European Countries (2018, background): “Specifically, the F-Statistic values were greater than their upper critical bounds as they were proposed for the analysis of level relationship tests [44] and cointegration tests for less than 30 observations [42,45].”
Economic growth, financial development and trade openness in Nigeria: An application of the ARDL bound testing approach (2016, methodology): “In order to find out whether there exists a cointegrating relationship among RGDP, TRD, STR, NDC and M2 in the long run, we test the null that H0: β1 = β2 = β3 = β4 = β5 = 0 and the alternate hypothesis H1: β1 ≠ β2 ≠ β3≠ β4 ≠β5 ≠ 0, by calculating F-test developed by Pesaran, Shin, and Smith (2001) ”
Finance-investment-growth nexus in South Africa: an ARDL-bounds testing procedure (2010, methodology): “If a variable is found to be I(2), then the computed F-statistics, as produced by Pesaran et al (2001) and Narayan (2005) , can no longer be valid.”